Monday, April 23, 2012

Quarterly Performance Review of SMO SAR : Jan'12-Mar'12

Jai Ganesh !

Gives me great pleasure to report the performance of the Basic level SMO SAR v.3.0 algorithm for the 1st QUARTER of Calander year 2012 (for EOD data)

Month
NS Points Gained
No. Of Round Trades
Jan'12
337.65
1
Feb'12
211.8
2
Mar'12
-20.6
3
Gross Pts Earned / EOD Trades
528.85
6

1. One can observe that JAN & FEB were water-shed profit months (Highly Trending Market)

2. Mar'12 has been a month dominated by correctives, which @ EOD T/f , could not generate PROFITABLE TRADES

 Month-wise TRADE SUMMARY BREAK-DOWN is as follows :-




For Apr'12 :

Thus far on EOD Degree T/f (as on today 23rd Apr'12)

Month
NS Points Gained
No. Of Round Trades
Apr'12
-43.25
4

Trade Summary:




Its clearly observed that Performance of SMO SAR is MAXIMUM in TRENDS & the GAINS easily OUT WEIGH the LOSSES

Net NS pt gains Logged over the past 4 months are 485 NS pts

And,  we have not even talked yet, about the performance of LiFo-Fibbo + Hr SMO SAR . Later may be :-)


SMO SAR VERDICT:

FOLLOW TREND, ITS THE ONLY & TRUE FRIEND

cheers
SMO


3 comments:

  1. Dear Shri,

    Looking at your results for first quarter, made me go back to my trading results, and voila.. i have the same history although the point wise maynot be same , but since jan and feb were best trending i was able to fetch in better profits.

    But for March-april, it has not been so "good" and hence looking a t individual securities to maximise the points gained when markets become trendless, because individual scripts do not become trendless(specially midcaps) while nifty is trendless.(not for all scripts)

    So i am working on finding out an optimal solution for individual scripts, maybe just 2-3 (one large cap, 2 midcaps etc) so that one can trade with these.

    Any idea? One script is IVRCL(maybe becuase of news), other is DLF and third is LT.

    WE can talk further about other scripts as well if they as well work on these concepts.

    Cheers!!

    ReplyDelete
  2. Dear Sachin,

    This performance of SMO SAR (486 pts) on EOD T/f is all paper-trade.It has been displayed to indicate the ROBUSTNESS & ACCURACY of the system.

    Actually, as u kno I enter a Live Trade based on hr TA,
    So in reality:
    1. Gains were made even in whipsaw conditions
    2. Losses of Mar'12 & Apr'12 shown in paper trade were never there. Actually made close to 200 NS pts since we we ENTERING on Lower Hr TA !!!

    :-))))))))))
    the chances

    ReplyDelete
  3. Contd..

    And sachin to address ur 2nd pt:
    1. Mar & Apr'12 were NOT trendless on Hrly T/f ! Day TA was oscillating but Hr TA generated gr8 set-ups intra or for 1-2 days.

    2. Ur dead right bout mid caps... different scrips are in different stages of their trend.. some are forming a bottom, some have more pain coming, & some are on the cusp of a Break-out

    Hv already told u the ones I am watching

    cheers

    ReplyDelete